+20.5%
BSV vs SPY
+318.9%
-298.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -0.5% | -1.7% | +1.1% | -0.5% |
| 3M | -0.1% | +4.7% | -4.8% | -0.1% |
| 6M | -0.4% | +12.5% | -12.9% | -0.4% |
| YTD | +0.1% | +11.7% | -11.6% | +0.1% |
| 1Y | +1.3% | +17.5% | -16.2% | +1.2% |
| 3Y | +13.8% | +76.6% | -62.8% | +13.4% |
| 5Y | +8.1% | +82.0% | -73.9% | +7.7% |
| All | +20.5% | +318.9% | -298.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling